Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.69 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51622.04 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48422.98 Kr¶

PnL: ---------------------------------------> -664.59 Kr¶

DD now: ---------------------------------> -0.621 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:21:40.303294'

Anic Portfolio¶

Today¶

Return: -0.533 %¶

This Week¶

Return: 8.616 %¶

Total¶

Return: 68.997 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -1.130000 773.200000 100.200000 14.890000 673.000000
Nordea Bank Abp 29 -0.460000 3518.860000 64.860000 1.880000 3453.999992
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
SAAB B 8 0.120000 3431.200000 54.200000 1.600000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Swedbank A 3 1.930000 602.400000 38.400000 6.810000 564.000000
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 -1.410000 586.080000 29.080000 5.220000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.630000 380.700000 25.700000 7.240000 355.000000
OEM International B 7 -0.380000 546.700000 18.700000 3.540000 527.999997
Intrum 4 0.410000 541.600000 14.600000 2.770000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Fasadgruppen Group 38 0.830000 4145.800000 4.800000 0.120000 4140.999992
Securitas B 6 -1.260000 571.800000 1.800000 0.320000 570.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.550000 561.750000 -0.250000 -0.040000 562.000005
Handelsbanken A 5 -0.050000 543.000000 -3.000000 -0.550000 546.000000
Coor Service Management Hold. 8 -0.450000 528.800000 -3.200000 -0.600000 532.000000
Corem Property Group B 59 -1.320000 573.780000 -3.220000 -0.560000 576.999999
Midsona B 63 -3.490000 574.560000 -8.440000 -1.450000 582.999984
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Essity B 2 -0.470000 547.400000 -26.600000 -4.630000 574.000000
CTEK 13 -1.440000 499.200000 -34.800000 -6.520000 533.999999
International Petroleum Corp. 5 -2.370000 557.000000 -37.570000 -6.320000 594.565215
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 -1.780000 557.600000 -55.400000 -9.040000 612.999432
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 0.490000 1790.800000 -198.200000 -9.960000 1989.000002
Axfood 15 0.330000 4059.000000 -241.000000 -5.600000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48425.330000 -662.240000 -0.61602% 49087.564636

Updated:¶

'2023-01-31 10:20:55.246664'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶